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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2017 Volume 14, Pages 1289–1298 (Mi semr868)

This article is cited in 2 papers

Probability theory and mathematical statistics

Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails

M. G. Chebunin

Novosibirsk State University, str. Pirogova, 2, 630090, Novosibirsk, Russia

Abstract: We study a vector process of a number of urns with fixed quantities of balls in an infinite urn scheme. We assume that probabilities of entering an urn change regularly with exponent minus one. We prove a multidimensional functional central limit theorem for this process.

Keywords: infinite urn scheme; relative compactness; slow variation; functional central limit theorem.

UDC: 519.214.5

MSC: 60F17

Received November 10, 2017, published December 1, 2017

DOI: 10.17377/semi.2017.14.109



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